+220.8%
SOXX vs CBRE
+61.2%
+159.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | +3.0% | -7.2% | +10.3% | +5.4% |
| 30D | -3.1% | -6.4% | +3.3% | -1.5% |
| 3M | -4.4% | +2.9% | -7.3% | -6.7% |
| 6M | +52.9% | +2.5% | +50.4% | +48.7% |
| YTD | +72.0% | -14.2% | +86.2% | +78.2% |
| 1Y | +105.1% | -15.1% | +120.3% | +112.9% |
| All | +220.8% | +61.2% | +159.6% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling